Despite a recent uptick to a more normal level near 16, the Cboe Volatility Index has averaged around just 12.8 over the past 30 trading days as of July 18, indicating relative calm in U.S. equities.

Volatility is a fascinating topic primarily because change is constant, but the rate of change is not. This year has been fraught with adjustments in capital markets. The most significant changes have ...

Stock investors and traders look for every subtle sign that can help them predict the future movements of stock prices. VIX and other volatility indices can help investors gauge market sentiment and ...

Nomura’s pioneering paper reveals that the risk of volatility targeting indices is systematically higher than the target level they are designed to maintain ...

Historically, episodes of elevated market volatility have been more closely associated with sell-offs, as concentrated selling and market-maker retrenchment are more likely to drain liquidity. As ...